# KuCoin Futures

KuCoin Futures historical data for **all its instruments** is available since **2024-01-25**.

{% embed url="<https://api.tardis.dev/v1/exchanges/kucoin-futures>" %}
See KuCoin Futures historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### Downloadable **CSV** files

Historical CSV datasets for the first day of each month are **available to download without API key**. See [downloadable CSV files documentation](https://docs.tardis.dev/downloadable-csv-files/overview).

| data type             | symbol   | date       |                                                                                                                 |
| --------------------- | -------- | ---------- | --------------------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | XBTUSDTM | 2025-01-01 | [Download sample](https://datasets.tardis.dev/v1/kucoin-futures/incremental_book_L2/2025/01/01/XBTUSDTM.csv.gz) |
| trades                | XBTUSDTM | 2025-01-01 | [Download sample](https://datasets.tardis.dev/v1/kucoin-futures/trades/2025/01/01/XBTUSDTM.csv.gz)              |
| derivative\_ticker    | XBTUSDTM | 2025-01-01 | [Download sample](https://datasets.tardis.dev/v1/kucoin-futures/derivative_ticker/2025/01/01/XBTUSDTM.csv.gz)   |

### API Access and data format

Historical data format is the same as provided by real-time KuCoin Futures WebSocket API with addition of local timestamps. If you'd like to work with **normalized data format** instead (same format for each exchange) see [downloadable CSV files](https://docs.tardis.dev/downloadable-csv-files/overview) or official [client libs](https://docs.tardis.dev/api/quickstart) that can perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

```python
# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="kucoin-futures",
        from_date="2024-02-01",
        to_date="2024-02-02",
        filters=[Channel(name="contractMarket/level2", symbols=["XBTUSDTM"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by KuCoin Futures real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](https://docs.tardis.dev/python-client/quickstart).
{% endtab %}

{% tab title="Node.js" %}

```javascript
// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'kucoin-futures',
  from: '2024-02-01',
  to: '2024-02-02',
  filters: [{ channel: 'contractMarket/level2', symbols: ['XBTUSDTM'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by KuCoin Futures real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}
```

See [Node.js client docs](https://docs.tardis.dev/node-client/quickstart).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-02-01&filters=[{"channel":"contractMarket/level2","symbols":["XBTUSDTM"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-02-01&filters=[{%22channel%22:%22contractMarket/level2%22,%22symbols%22:[%22XBTUSDTM%22]}]&offset=0>" %}
Example API response for KuCoin Futures historical market data request
{% endembed %}

See [HTTP API docs](https://docs.tardis.dev/api/http-api-reference).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"kucoin-futures","filters":[{"channel":"contractMarket/level2","symbols":["XBTUSDTM"]}],"from":"2024-02-01","to":"2024-02-02"}'
```

[Tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](https://docs.tardis.dev/api/http-api-reference) that provides data only in minute by minute slices.

See [tardis-machine](https://docs.tardis.dev/tardis-machine/quickstart) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://www.kucoin.com/docs-new/websocket-api/base-info/get-public-token-futures>" %}
See KuCoin Futures WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

* [contractMarket/execution](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contractMarket/execution%22}]) Public futures trade executions stream
* [contractMarket/level2](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contractMarket/level2%22,%22symbols%22:\[%22XBTUSDTM%22]}]) Futures Level 2 order book deltas stream
* [contractMarket/level2Snapshot](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contractMarket/level2Snapshot%22,%22symbols%22:\[%22XBTUSDTM%22]}]) — generated channel

  Generated futures Level 2 order book snapshots from REST API. Used to bootstrap book state before contractMarket/level2 deltas. Snapshot messages marked as `"generated":true` on topic `/contractMarket/level2Snapshot:<symbol>`.
* [contractMarket/tickerV2](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contractMarket/tickerV2%22,%22symbols%22:\[%22XBTUSDTM%22]}]) Futures ticker updates with mark price and funding fields
* [contract/instrument](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contract/instrument%22,%22symbols%22:\[%22XBTUSDTM%22]}]) Instrument status and parameter updates, mark/index up to 1s and funding up to 1m
* [contract/details](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contract/details%22,%22symbols%22:\[%22XBTUSDTM%22]}]) — generated channel

  Generated contract details snapshots from REST API. Includes open interest and contract state. Snapshot messages marked as `"generated":true` on topic `/contract/details:<symbol>`.
* [contractMarket/snapshot](https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-06-01\&filters=\[{%22channel%22:%22contractMarket/snapshot%22,%22symbols%22:\[%22XBTUSDTM%22]}]) Market snapshot stream with index and open interest data

### Market data collection details

[Market data collection infrastructure](https://docs.tardis.dev/faq/general#what-is-your-infrastructure-setup) for KuCoin Futures is located in GCP asia-northeast1 region (Tokyo, Japan).

Real-time market data is captured via **multiple WebSocket connections** to `wss://ws-api-futures.kucoin.com`.

{% hint style="info" %}
KuCoin Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
{% endhint %}
